Dark energy and dark matter make up most of the energy content of the Universe; yet, we still know very little about either of them. During my talk, I will highlight two ways of using astrophysical data to constrain theories of dark energy and dark matter. First, I will discuss how we can use the recent multi-messenger gravitational wave event GW170817 to test higher-dimensional theories of gravity, which are often invoked to explain dark energy. I will show how we can use just this one event to constrain the number of large extra dimensions to 4, within a few percent. Then, I will discuss how we can use warps in galactic disks to constrain self-interacting dark matter. We have found that we can obtain constraints on the self-interaction cross section that are competitive with the Bullet Cluster constraints. As we continue to collect ever larger amounts of data on astrophysical systems, it is important to think through unique applications of this data to fundamental physics.